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Co-movements of the Indian stock market
Sudhakar, Aare; Sireesha, P. Bhanu - In: GITAM journal of management : a quarterly publication … 13 (2015) 2, pp. 40-59
Persistent link: https://www.econbiz.de/10011398114
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Co-movements of the Indian stock market with select developed markets
Sudhakar, Aare; Sireesha, P. Bhansu - In: GITAM journal of management : a quarterly publication … 12 (2014) 4, pp. 137-156
Persistent link: https://www.econbiz.de/10011292576
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Estimation of Nifty Volatility from Historical Data
Sireesha, P. - 2015
This study is carried out with an aim of performing autocorrelation tests, estimating the mean equation through ARCH model and estimating the conditional variance equation of sample return series through GARCH model. The sample selected was CNX Nifty for a 20 year period. It was identified that...
Persistent link: https://www.econbiz.de/10013025771